Cloudflare won't proxy Object Store index page when serving a web site

I am clearly missing something tiny with my setup and hoping to get some help from the community on this.

I am using this guide from Cloudflare to proxy a static site on an object store.

I can confirm that:

• The objet store serves the site (take a look here)
• The web site configuration is set with both index and error pages set to index.html (as it's a React app)
• The DNS record is pointing to the website- prefixed URL (not the the object store URL)

When I access the domain it still serves up the list of files and not the static site.

• The object store URL is guyulgang.com.website-ap-south-1.linodeobjects.com
• The domain I am trying to configure is guyulgang.com

Also if you head to https://www.guyulgang.com/index.html it does render the error page, is there something React apps need when they are behind Cloudflare?

Wondering if someone has come across this in the past and what I might be missing?

Thank you for your time.